+21.5%
ALNY vs FIS
-25.6%
+47.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -4.3% |
| 7D | -6.4% | -8.9% | +2.5% | -4.7% |
| 30D | +11.9% | -9.9% | +21.8% | +14.2% |
| 3M | -15.0% | 0.0% | -15.0% | -14.7% |
| 6M | -23.2% | -22.9% | -0.3% | -19.7% |
| YTD | -37.8% | -40.9% | +3.1% | -31.8% |
| 1Y | -47.3% | -40.4% | -6.8% | -42.3% |
| All | +21.5% | -25.6% | +47.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling